+301.7%
EXPD vs RJF
+367.7%
-66.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.8% |
| 7D | -7.2% | +3.6% | -10.7% | -8.3% |
| 30D | -3.3% | +3.5% | -6.8% | -4.5% |
| 3M | +3.4% | -8.9% | +12.3% | +6.5% |
| 6M | +22.7% | +2.9% | +19.8% | +20.9% |
| YTD | +24.5% | +2.8% | +21.7% | +22.2% |
| 1Y | +38.6% | +2.7% | +36.0% | +36.0% |
| 3Y | +71.5% | +69.3% | +2.2% | +38.8% |
| 5Y | +56.2% | +75.0% | -18.8% | +22.4% |
| All | +301.7% | +367.7% | -66.0% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling